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invCov.h
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1 /* This program is free software: you can redistribute it and/or modify
2  * it under the terms of the GNU General Public License as published by
3  * the Free Software Foundation, either version 3 of the License, or
4  * (at your option) any later version.
5  *
6  * This program is distributed in the hope that it will be useful,
7  * but WITHOUT ANY WARRANTY; without even the implied warranty of
8  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9  * GNU General Public License for more details.
10  *
11  * You should have received a copy of the GNU General Public License
12  * along with this program. If not, see <http://www.gnu.org/licenses/>.
13  *
14  * Copyright (C) 2009 - 2012 Jun Liu and Jieping Ye
15  */
16 
17 #ifndef INVCOV_SLEP
18 #define INVCOV_SLEP
19 
20 #include <shogun/lib/config.h>
21 
22 #include <stdlib.h>
23 #include <stdio.h>
24 #include <time.h>
25 #include <math.h>
26 
27 /*
28  * A: n x n
29  * x: n x 1
30  * Ax: n x 1
31  *
32  * Perform the task of Ax= A* x,
33  * where the ith row and column in A, and ith row in x
34  * are undefined, so that in Ax, the ith row has no meaning
35  */
36 void m_Ax(double *Ax, double *A, double *x, int n, int ith);
37 
38 int lassoCD(double *Theta, double *W, double *S, double lambda, int n,
39  int ith, int flag, int maxIter, double fGap, double xGap);
40 
41 void invCov(double *Theta, double *W, double *S, double lambda,
42  double sum_S, int n,
43  int LassoMaxIter, double fGap,
44  double xGap, /*for the Lasso (inner iteration)*/
45  int maxIter, double xtol); /*for the outer iteration*/
46 
47 #endif /* ----- #ifndef INVCOV_SLEP ----- */

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